Pregnant — for not much longer — at the Palace! With a due date of July 11, Kate Middleton is spending the very last days of her first pregnancy safely ensconced at Kensington Palace. "Kate has been sensible and stayed in London," a source tells Us Weekly of the Duchess, 31, who recently decamped from Anglesey, Wales, where husband Prince William is stationed as a Royal Air Force Search and Rescue pilot. "She was so relieved that she did not go into labor early while in Anglesey with William," the source admits.

In an earlier contingency plan, the Duchess of Cambridge would have been flown via helicopter from Anglesey for a 70-minute, 277-mile flight to St. Mary's Hospital in London, where she plans to give birth naturally barring complications. The source adds that William, 31, has "been with Kate as much as possible, coming up to be with her whenever he is off shift . . .Much of that time was the two of them at Kensington Palace."

When the Prince is on duty, "there will always be another family member with Kate," adds the insider, noting that Kate's mother Carole and sister Pippa have both been frequent visitors. "Everyone is helping out."

It hasn't always been easy being a pregnant military wife, another source admitted. "She felt lonely sometimes." But after a rough first trimester marred by acute morning sickness, the Duchess — who will be assisted by Queen Elizabeth's personal physical Alan Farthing in consultation with Dr. Marcus Setchell when she gives birth — has been keeping busy throughout her pregnancy.

The Bucklebury native has stayed fit via brisk morning walks with dog Lupo and prenatal yoga sessions with a private instructor. Other hobbies included a big Photoshop project — and an attempt at knitting. "I'm really bad!" she recently admitted.

As the days progress, it's likely becoming nearly impossible for a "nervous" Middleton to distract herself from the big, big day. "Catherine and William are very much looking forward to the arrival of their son or daughter," a Palace aide tells Us. "It's a very exciting time for the couple and their families.